The Journal of Portfolio Management

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Divergent ESG Ratings
Elroy Dimson, Paul Marsh and Mike Staunton

The Journal of Portfolio Management November 2020, jpm.2020.1.175; DOI: https://doi.org/10.3905/jpm.2020.1.175
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Market Liquidity: An Elusive Variable
Robert A. Schwartz, Reto Francioni and Peter Weber

The Journal of Portfolio Management September 2020, jpm.2020.1.174; DOI: https://doi.org/10.3905/jpm.2020.1.174
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Volatility Estimated Based on the Holding-Period Return versus the Logarithmic Return: Their Difference Can Make a Difference
Xiang Gao, Kees G. Koedijk and Zhan Wang

The Journal of Portfolio Management September 2020, jpm.2020.1.173; DOI: https://doi.org/10.3905/jpm.2020.1.173
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Active Sector Funds and Fund Manager Skill
Huangyu Chen and Dirk Hackbarth

The Journal of Portfolio Management September 2020, jpm.2020.1.172; DOI: https://doi.org/10.3905/jpm.2020.1.172
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Drawdowns
Otto Van Hemert, Mark Ganz, Campbell R. Harvey, Sandy Rattray, Eva Sanchez Martin and Darrel Yawitch

The Journal of Portfolio Management September 2020, jpm.2020.1.170; DOI: https://doi.org/10.3905/jpm.2020.1.170
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ESG in Global Corporate Bonds: The Analysis Behind the Hype
Bhupinder Bahra and Lovjit Thukral

The Journal of Portfolio Management September 2020, jpm.2020.1.171; DOI: https://doi.org/10.3905/jpm.2020.1.171
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Small-Cap Allocations: Timing the Entry
Eric Sorensen and Sebastian Lancetti

The Journal of Portfolio Management September 2020, jpm.2020.1.169; DOI: https://doi.org/10.3905/jpm.2020.1.169
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Method in the Madness: Bubbles, Trading, and Incentives
Jamil Baz, Josh Davis, Cristian Fuenzalida and Jerry Tsai

The Journal of Portfolio Management September 2020, jpm.2020.1.168; DOI: https://doi.org/10.3905/jpm.2020.1.168
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Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)
Megan Czasonis, Mark Kritzman and David Turkington

The Journal of Portfolio Management September 2020, jpm.2020.1.167; DOI: https://doi.org/10.3905/jpm.2020.1.167
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The Risk-Free Asset Implied By the Market: Medium-Term Bonds Instead of Short-Term Bills
David Blitz

The Journal of Portfolio Management September 2020, jpm.2020.1.166; DOI: https://doi.org/10.3905/jpm.2020.1.166

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